Calling an EE Extension from a callback URL

I’m starting a shopping cart project where my cart will send back an an XML feed as a GET param to a file that I specify on my site. I’m not sure the best way to approach this?

Do I create an module + extension where I add a simple tag into a template that I direct the callback url to go to, or am I able to call and access code within an extension by calling an extension directly in the callback url… for example:

http://mysite.com/system/expressionengine/third-part/shopaddon/file_to_be_called.php

I was looking at a few other extensions that use external callback urls like this, and they use urls that go directly to the control panel and call various exentions like this: http://marwen.local/system/index.php?D=cp&C=addons_extensions&M=extension_settings&file=eehive_flickr

Any help or guidance into the correct direction would be appreciated,

thanks!

Bryant